Same as bad09 - I play on a laptop with the sound off in the living room. I've been thinking about this lately as it has a much more detrimental effect on game immersion than I thought.

Example : In Deus Ex, I walk into a room full of dead hostages. Strange? Perhaps I spent too long searching ducts for power bars. When I mention it to a friend a few days later, he points out that they were screaming not to enter the room. Oops.